Seasons 1-5 American Horror Story The fourth season, titled American Horror Story: Freak Show, is about discrimination, particularly people who are classified as "freaks" by the public. The story takes place in 1952 in the quiet town of Jupiter, Florida and follows a struggling freak show led by Elsa Mars (Jessica Lange). Seasons 1-5 American Horror Story Decades have passed since the public has looked upon freak shows as a form of entertainment, but Elsa dreams of finding a home for her "monsters", as well as her own fame.